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RQuantLib - R interface to QuantLib
 
  
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Contributed R Packages

Below is a list of all packages provided by project RQuantLib - R interface to QuantLib.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, use the package sources (.tar.gz) in older versions of R. All packages are built/checked according to this schedule.

  RQuantLib - R interface to the QuantLib library  
 

The RQuantLib package makes parts of QuantLib visible to the R user. Currently a number option pricing functions are included, both vanilla and exotic, as well as a broad range of fixed-income functions, as well a general utilities such as business day calendar computations. Further software contributions are welcome. . The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets. . The Windows binary version is self-contained and does not require a QuantLib (or Boost) installation. . RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp package on CRAN (or R-Forge) for more information on Rcpp. . Note that while RQuantLib's code is licensed under the GPL (v2 or later), QuantLib itself is released under a somewhat less restrictive Open Source license (see QuantLib-License.txt).

Download:   Package source (.tar.gz) | Windows binary (.zip) | MacOS X leopard binary (.tgz)

To install this package directly within R type: install.packages("RQuantLib", repos="http://R-Forge.R-project.org")

Version: 0.3.0-3 | Last change: 2009-11-03 05:12:56+01 | Rev.: 127

Stable Release: Get RQuantLib 0.3.0 from CRAN

  
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